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Federal Funds Rate Prediction
Valente, Giorgio; Thornton, Daniel; Sarno, Lucio - Financial Econometrics Research Centre, Warwick … - 2004
Persistent link: https://www.econbiz.de/10004981075
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Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability
Valente, Giorgio; Sarno, Lucio; Abhayankar, Abhay - Financial Econometrics Research Centre, Warwick … - 2004
Persistent link: https://www.econbiz.de/10004981088
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Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?
Sarno, Lucio - Financial Econometrics Research Centre, Warwick … - 2005
Persistent link: https://www.econbiz.de/10004981095
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Mispricing of S&P 500 Index Options
Perrakis, Stylianos; Jackwerth, Jens Carsten; … - Financial Econometrics Research Centre, Warwick … - 2005
Persistent link: https://www.econbiz.de/10004981084
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Numerical Issues in Threshold Autoregressive Modelling of Time Series
Perez, Maria-Teresa; Fuertes, Ana-Maria; Coakley, Jerry - Financial Econometrics Research Centre, Warwick … - 2001
Persistent link: https://www.econbiz.de/10004981089
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Is Seasonal Heteroscedasticity Real? An International Perspective
Tsiakas, Ilias - Financial Econometrics Research Centre, Warwick … - 2004
Persistent link: https://www.econbiz.de/10004981107